9 research outputs found
Inductive Graph Neural Networks for Spatiotemporal Kriging
Time series forecasting and spatiotemporal kriging are the two most important
tasks in spatiotemporal data analysis. Recent research on graph neural networks
has made substantial progress in time series forecasting, while little
attention has been paid to the kriging problem -- recovering signals for
unsampled locations/sensors. Most existing scalable kriging methods (e.g.,
matrix/tensor completion) are transductive, and thus full retraining is
required when we have a new sensor to interpolate. In this paper, we develop an
Inductive Graph Neural Network Kriging (IGNNK) model to recover data for
unsampled sensors on a network/graph structure. To generalize the effect of
distance and reachability, we generate random subgraphs as samples and
reconstruct the corresponding adjacency matrix for each sample. By
reconstructing all signals on each sample subgraph, IGNNK can effectively learn
the spatial message passing mechanism. Empirical results on several real-world
spatiotemporal datasets demonstrate the effectiveness of our model. In
addition, we also find that the learned model can be successfully transferred
to the same type of kriging tasks on an unseen dataset. Our results show that:
1) GNN is an efficient and effective tool for spatial kriging; 2) inductive
GNNs can be trained using dynamic adjacency matrices; 3) a trained model can be
transferred to new graph structures and 4) IGNNK can be used to generate
virtual sensors.Comment: AAAI 202
Graph-based Virtual Sensing from Sparse and Partial Multivariate Observations
Virtual sensing techniques allow for inferring signals at new unmonitored
locations by exploiting spatio-temporal measurements coming from physical
sensors at different locations. However, as the sensor coverage becomes sparse
due to costs or other constraints, physical proximity cannot be used to support
interpolation. In this paper, we overcome this challenge by leveraging
dependencies between the target variable and a set of correlated variables
(covariates) that can frequently be associated with each location of interest.
From this viewpoint, covariates provide partial observability, and the problem
consists of inferring values for unobserved channels by exploiting observations
at other locations to learn how such variables can correlate. We introduce a
novel graph-based methodology to exploit such relationships and design a graph
deep learning architecture, named GgNet, implementing the framework. The
proposed approach relies on propagating information over a nested graph
structure that is used to learn dependencies between variables as well as
locations. GgNet is extensively evaluated under different virtual sensing
scenarios, demonstrating higher reconstruction accuracy compared to the
state-of-the-art.Comment: Accepted at ICLR 202
Towards better traffic volume estimation: Tackling both underdetermined and non-equilibrium problems via a correlation-adaptive graph convolution network
Traffic volume is an indispensable ingredient to provide fine-grained
information for traffic management and control. However, due to limited
deployment of traffic sensors, obtaining full-scale volume information is far
from easy. Existing works on this topic primarily focus on improving the
overall estimation accuracy of a particular method and ignore the underlying
challenges of volume estimation, thereby having inferior performances on some
critical tasks. This paper studies two key problems with regard to traffic
volume estimation: (1) underdetermined traffic flows caused by undetected
movements, and (2) non-equilibrium traffic flows arise from congestion
propagation. Here we demonstrate a graph-based deep learning method that can
offer a data-driven, model-free and correlation adaptive approach to tackle the
above issues and perform accurate network-wide traffic volume estimation.
Particularly, in order to quantify the dynamic and nonlinear relationships
between traffic speed and volume for the estimation of underdetermined flows, a
speed patternadaptive adjacent matrix based on graph attention is developed and
integrated into the graph convolution process, to capture non-local
correlations between sensors. To measure the impacts of non-equilibrium flows,
a temporal masked and clipped attention combined with a gated temporal
convolution layer is customized to capture time-asynchronous correlations
between upstream and downstream sensors. We then evaluate our model on a
real-world highway traffic volume dataset and compare it with several benchmark
models. It is demonstrated that the proposed model achieves high estimation
accuracy even under 20% sensor coverage rate and outperforms other baselines
significantly, especially on underdetermined and non-equilibrium flow
locations. Furthermore, comprehensive quantitative model analysis are also
carried out to justify the model designs
Bayesian Temporal Factorization for Multidimensional Time Series Prediction
Large-scale and multidimensional spatiotemporal data sets are becoming
ubiquitous in many real-world applications such as monitoring urban traffic and
air quality. Making predictions on these time series has become a critical
challenge due to not only the large-scale and high-dimensional nature but also
the considerable amount of missing data. In this paper, we propose a Bayesian
temporal factorization (BTF) framework for modeling multidimensional time
series -- in particular spatiotemporal data -- in the presence of missing
values. By integrating low-rank matrix/tensor factorization and vector
autoregressive (VAR) process into a single probabilistic graphical model, this
framework can characterize both global and local consistencies in large-scale
time series data. The graphical model allows us to effectively perform
probabilistic predictions and produce uncertainty estimates without imputing
those missing values. We develop efficient Gibbs sampling algorithms for model
inference and model updating for real-time prediction and test the proposed BTF
framework on several real-world spatiotemporal data sets for both missing data
imputation and multi-step rolling prediction tasks. The numerical experiments
demonstrate the superiority of the proposed BTF approaches over existing
state-of-the-art methods.Comment: 15 pages, 9 figures, 3 table